This broadens the match from the previous interface by navigating to the issuer level to include other share-classes, if necessary. Given the many-to-many nature of asset codes between vendors for the same security, this function makes it simple to not only eliminate duplicates, but also include other classes of assets.
Map ONE (top) asset per
ToSource for each
as of a given point in time mapping other assets from the same issuer (different share-class, asset class),
if necessary, and return descriptions from both sources (market symbols, lineage,
QUIN). Used to quickly map assets between two vendors
and always includes all assets in
FromSource. Wildcards are supported.
FROM ftGetSecurityBySourceIssuer(@FromAssetCode, @AsOfDate, @ToAssetCode)
|@FromAssetCode||nvarchar(50)||Y||Asset Code to translate from|
|@AsOfDate||date||As of date|
|@ToAssetCode||nvarchar(50)||Y||Asset Code to translate to|
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